AN EXPERIMENTAL STUDY ON SOLVING LINEAR PROGRAMS
Abstract
An experimental study to compare the simplex method and the Lemke's method to solve linear programs is made. The M3 code for simplex method and the author's code for the Lemke method were used in the study. Comparison was made only with regard to the number of iterations each method takes and our little study shows encouraging results about the superiority of Lemke method, but no general recommendation is made by the author due to size of the study and data. A by-product of our study is a complementary pivot algorithm to solve linear programs which is a modification of the Lemke's method and which saves a considerable storage and time of computation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1968
- Accession Number
- AD0673671
Entities
People
- Arunachalam Ravindran
Organizations
- University of California, Berkeley